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Mathematics, Volume 12, Issue 1

2024 January-1 - 168 articles

Cover Story: The authors introduce a novel option pricing model by adding stochastic interest rates and pure jump Lévy processes to an underlying price process driven by stochastic string shocks. They consider four different jump processes leading to different versions of the model: lognormal and double-exponential jump diffusions, CGMY, and generalized hyperbolic Lévy motion. In each case, they obtain closed or semi-closed form expressions for European call option prices. Moreover, they empirically evaluate the model's performance against S&P 500 call options. The findings indicate that (a) model performance is enhanced with the inclusion of jumps; (b) the model outperforms the alternative models with the same jumps; and (c) the model with CGMY jump offers the best fit across volatility regimes. View this paper
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Articles (168)

  • Article
  • Open Access
1 Citations
2,529 Views
20 Pages

4 January 2024

Deep learning technology has greatly propelled the development of intelligent and information-driven research on ship infrared automatic target recognition (SIATR). In future scenarios, there will be various recognition models with different mechanis...

  • Article
  • Open Access
4 Citations
2,295 Views
17 Pages

Finite Difference Models of Dynamical Systems with Quadratic Right-Hand Side

  • Mikhail Malykh,
  • Mark Gambaryan,
  • Oleg Kroytor and
  • Alexander Zorin

4 January 2024

Difference schemes that approximate dynamic systems are considered discrete models of the same phenomena that are described by continuous dynamic systems. Difference schemes with t-symmetry and midpoint and trapezoid schemes are considered. It is sho...

  • Article
  • Open Access
1,898 Views
20 Pages

4 January 2024

In this paper, we establish the cohomology of relative Rota–Baxter operators on Lie-Yamaguti algebras via the Yamaguti cohomology. Then, we use this type of cohomology to characterize deformations of relative Rota–Baxter operators on Lie-...

  • Article
  • Open Access
2 Citations
2,008 Views
16 Pages

4 January 2024

The article is devoted to the analytical and numerical study of the pattern of propagation and attenuation, due to Coulomb friction, of shear waves in an infinite elastic thin plate with a circular orifice of radius r0 lying on a rough base. Consider...

  • Article
  • Open Access
5 Citations
5,323 Views
21 Pages

GSRec: A Graph-Sequence Recommendation System Based on Reverse-Order Graph and User Embedding

  • Xulin Ma,
  • Jiajia Tan,
  • Linan Zhu,
  • Xiaoran Yan and
  • Xiangjie Kong

4 January 2024

At present, sequence-based models have various applications in recommendation systems; these models recommend the interested items of the user according to the user’s behavioral sequence. However, sequence-based models have a limitation of leng...

  • Article
  • Open Access
4 Citations
1,770 Views
14 Pages

4 January 2024

In this paper, the distributed interval estimation problem for networked Cyber-Physical systems suffering from both disturbances and noise is investigated. In the distributed interval observers, there are some connected interval observers built for t...

  • Article
  • Open Access
1 Citations
1,886 Views
12 Pages

4 January 2024

Partially linear models find extensive application in biometrics, econometrics, social sciences, and various other fields due to their versatility in accommodating both parametric and nonparametric elements. This study aims to establish statistical i...

  • Article
  • Open Access
2 Citations
1,844 Views
16 Pages

Modeling Study of Factors Determining Efficacy of Biological Control of Adventive Weeds

  • Yuri V. Tyutyunov,
  • Vasily N. Govorukhin and
  • Vyacheslav G. Tsybulin

4 January 2024

We model the spatiotemporal dynamics of a community consisting of competing weed and cultivated plant species and a population of specialized phytophagous insects used as the weed biocontrol agent. The model is formulated as a PDE system of taxis&nda...

  • Article
  • Open Access
2 Citations
1,570 Views
21 Pages

4 January 2024

Real-time evaluation of the damage location and level of rock mass is essential for preventing underground engineering disasters. However, the heterogeneity of rock mass, which results from the presence of layered rock media, faults, and pores, makes...

  • Article
  • Open Access
1 Citations
1,733 Views
20 Pages

3 January 2024

Ill-posed problems arise in many areas of science and engineering. Tikhonov is a usual regularization which replaces the original problem by a minimization problem with a fidelity term and a regularization term. In this paper, a tensor t-production s...

  • Article
  • Open Access
1 Citations
2,329 Views
14 Pages

3 January 2024

In this paper, we applied a chaos control method based on integro-differential equations for stabilization of an unstable cardiac rhythm, which is described by a variation of the modified Van der Pol equation. Chaos control with this method may be us...

  • Article
  • Open Access
3 Citations
1,731 Views
11 Pages

On Enriched Suzuki Mappings in Hadamard Spaces

  • Teodor Turcanu and
  • Mihai Postolache

3 January 2024

We define and study enriched Suzuki mappings in Hadamard spaces. The results obtained here are extending fundamental findings previously established in related research. The extension is realized with respect to at least two different aspects: the se...

  • Article
  • Open Access
9 Citations
2,517 Views
17 Pages

Scale Mixture of Exponential Distribution with an Application

  • Jorge A. Barahona,
  • Yolanda M. Gómez,
  • Emilio Gómez-Déniz,
  • Osvaldo Venegas and
  • Héctor W. Gómez

3 January 2024

This article presents an extended distribution that builds upon the exponential distribution. This extension is based on a scale mixture between the exponential and beta distributions. By utilizing this approach, we obtain a distribution that offers...

  • Article
  • Open Access
1,434 Views
19 Pages

3 January 2024

This paper focuses on the asymptotic behavior of nonautonomous neural networks with delays. We establish criteria for analyzing the asymptotic behavior of nonautonomous recurrent neural networks with delays by means of constructing some new generaliz...

  • Feature Paper
  • Article
  • Open Access
5 Citations
5,868 Views
11 Pages

3 January 2024

Since its introduction in 1650, Kepler’s equation has never ceased to fascinate mathematicians, scientists, and engineers. Over the course of five centuries, a large number of different solution strategies have been devised and implemented. Amo...

  • Article
  • Open Access
7 Citations
3,911 Views
22 Pages

3 January 2024

The fusion of camera and LiDAR perception has become a research focal point in the autonomous driving field. Existing image–point cloud fusion algorithms are overly complex, and processing large amounts of 3D LiDAR point cloud data requires hig...

  • Article
  • Open Access
5 Citations
1,921 Views
33 Pages

Computer Model for an Intelligent Adjustment of Weather Conditions Based on Spatial Features for Soil Moisture Estimation

  • Luis Pastor Sánchez-Fernández,
  • Diego Alberto Flores-Carrillo and
  • Luis Alejandro Sánchez-Pérez

2 January 2024

In this paper, an intelligent weather conditions fuzzy adjustment based on spatial features (IWeCASF) is developed. It is indispensable for our regional soil moisture estimation approach, complementing a point estimation model of soil moisture from t...

  • Article
  • Open Access
5 Citations
1,985 Views
20 Pages

2 January 2024

This paper primarily focuses on the chaos synchronisation analysis of neural networks (NNs) under a hybrid controller. Firstly, we design a suitable hybrid controller with saturated impulse control, combined with time-dependent intermittent control....

  • Article
  • Open Access
2,155 Views
29 Pages

Analysis of Transmission System Stability with Distribution Generation Supplying Induction Motor Loads

  • Minal S. Salunke,
  • Ramesh S. Karnik,
  • Angadi B. Raju and
  • Vinayak N. Gaitonde

2 January 2024

A distributed-power-generating source (DPGS) is intended to locally supply the increased power demand at a load bus. When applied in small amounts, a DPGS offers many technical and economic benefits. However, with large DPGS penetrations, the stabili...

  • Article
  • Open Access
1,815 Views
22 Pages

2 January 2024

Dependent random variables play a crucial role in various fields, from finance and statistics to engineering and environmental sciences. Often, interest lies in understanding the aggregate sum of a collection of dependent variables with random weight...

  • Article
  • Open Access
2 Citations
1,834 Views
27 Pages

2 January 2024

Dealing with municipal sludge in an effective way is crucial for urban development and environmental protection. Co-processing the sludge by burning it in a decomposition furnace in the cement production line has been found to be a viable solution. T...

  • Editorial
  • Open Access
2,102 Views
5 Pages

2 January 2024

Based on the published papers in this Special Issue of the elite scientific journal Mathematics, we herein present the Editorial for “Differential Equations of Mathematical Physics and Related Problems of Mechanics”, the main topics of wh...

  • Article
  • Open Access
5 Citations
1,769 Views
32 Pages

2 January 2024

This paper theoretically investigates the influence of homo- and hetero-junctions on the propagation characteristics of radially propagated cylindrical surface acoustic waves in a piezoelectric semiconductor semi-infinite medium. First, the basic equ...

  • Article
  • Open Access
2 Citations
1,814 Views
16 Pages

Ricci Vector Fields Revisited

  • Hanan Alohali,
  • Sharief Deshmukh and
  • Gabriel-Eduard Vîlcu

1 January 2024

We continue studying the σ-Ricci vector field u on a Riemannian manifold (Nm,g), which is not necessarily closed. A Riemannian manifold with Ricci operator T, a Coddazi-type tensor, is called a T-manifold. In the first result of this paper, we...

  • Article
  • Open Access
4 Citations
2,506 Views
30 Pages

Machine Recognition of DDoS Attacks Using Statistical Parameters

  • Juraj Smiesko,
  • Pavel Segec and
  • Martin Kontsek

31 December 2023

As part of the research in the recently ended project SANET II, we were trying to create a new machine-learning system without a teacher. This system was designed to recognize DDoS attacks in real time, based on adaptation to real-time arbitrary traf...

  • Article
  • Open Access
6 Citations
4,654 Views
15 Pages

LIDAR Point Cloud Augmentation for Dusty Weather Based on a Physical Simulation

  • Haojie Lian,
  • Pengfei Sun,
  • Zhuxuan Meng,
  • Shengze Li,
  • Peng Wang and
  • Yilin Qu

31 December 2023

LIDAR is central to the perception systems of autonomous vehicles, but its performance is sensitive to adverse weather. An object detector trained by deep learning with the LIDAR point clouds in clear weather is not able to achieve satisfactory accur...

  • Article
  • Open Access
6 Citations
4,317 Views
25 Pages

31 December 2023

Statistical mechanics of walks defined on the spatial graphs of the city of Lubbock (10,421 nodes) and the Texas Tech University (TTU) campus pedestrian network (1466 nodes) are used for evaluating structural isolation and the integration of graph no...

  • Article
  • Open Access
1 Citations
1,525 Views
24 Pages

31 December 2023

In recent years, the economies of many countries around the world have been in a situation of intense, rapidly changing, abrupt processes. The current situation urgently requires a change in the economic paradigm in the near future, which leads to th...

  • Article
  • Open Access
1 Citations
1,535 Views
19 Pages

On Extended Lr-Norm-Based Derivatives to Intuitionistic Fuzzy Sets

  • A. S. Wungreiphi,
  • Fokrul Alom Mazarbhuiya and
  • Mohamed Shenify

31 December 2023

The study of differential equation theory has come a long way, with applications in various fields. In 1961, Zygmund and Calderón introduced the notion of derivatives to metric Lr, which proved to be better in applications than approximate der...

  • Article
  • Open Access
4 Citations
1,654 Views
32 Pages

31 December 2023

This paper proposes a Kalman filter for linear rectangular singular discrete-time systems, where the singular matrix in the system is a rectangular matrix without full column rank. By using two different restricted equivalent transformation methods a...

  • Article
  • Open Access
6 Citations
2,392 Views
16 Pages

Modified Unit-Half-Normal Distribution with Applications

  • Paulina I. Alvarez,
  • Héctor Varela,
  • Isaac E. Cortés,
  • Osvaldo Venegas and
  • Héctor W. Gómez

31 December 2023

In this article, we introduce a new continuous distribution based on the unit interval. This distribution is generated from a transformation of a random variable with half-normal distribution. We study its basic properties, percentiles, moments and o...

  • Article
  • Open Access
4 Citations
2,196 Views
18 Pages

31 December 2023

In this paper, the adaptive consensus problem of unknown non-linear multi-agent systems (MAs) with communication noises under Markov switching topologies is studied. Based on the adaptive control theory, a novel distributed control protocol for non-l...

  • Article
  • Open Access
5 Citations
2,262 Views
16 Pages

Analyzing Malware Propagation on Wireless Sensor Networks: A New Approach Using Queueing Theory and HJ-Biplot with a SIRS Model

  • Elisa Frutos-Bernal,
  • Miguel Rodríguez-Rosa,
  • María Anciones-Polo and
  • Ángel Martín-del Rey

31 December 2023

Most research on malware focuses mainly on its detection, without paying attention to its propagation trends. However, modeling the spread of malware is an important research problem because it allows us to predict how malware will evolve and to take...

  • Article
  • Open Access
1,949 Views
14 Pages

Power System Operation Mode Calculation Based on Improved Deep Reinforcement Learning

  • Ziyang Yu,
  • Bowen Zhou,
  • Dongsheng Yang,
  • Weirong Wu,
  • Chen Lv and
  • Yong Cui

30 December 2023

Power system operation mode calculation (OMC) is the basis for unit commitment, scheduling arrangement, and stability analyses. In dispatch centers at all levels, OMC is usually realized by manually adjusting the parameters of power system components...

  • Article
  • Open Access
2 Citations
1,347 Views
16 Pages

30 December 2023

In the information age, frequent information exchange has provided a breeding ground for the spread of computer viruses. The significant losses caused by computer virus attacks have long rung the alarm for information security. From academia to busin...

  • Article
  • Open Access
1,268 Views
19 Pages

30 December 2023

We consider two abstract systems of parabolic–hyperbolic type that model thermoelastic problems. We study the influence of the physical constants and the initial data on the nonexistence of global solutions that, in our framework, are produced...

  • Article
  • Open Access
6 Citations
1,714 Views
19 Pages

PSSegNet: Segmenting the P- and S-Phases in Microseismic Signals through Deep Learning

  • Zhengxiang He,
  • Xingliang Xu,
  • Dijun Rao,
  • Pingan Peng,
  • Jiaheng Wang and
  • Suchuan Tian

30 December 2023

Microseismic P- and S-phase segmentation is an influential step that limits the accuracy of event location, parameter inversion, and mechanism analysis. Therefore, an improved Unet named PSSegNet is proposed to intelligently segment the P- and S-phas...

  • Article
  • Open Access
1 Citations
1,845 Views
10 Pages

30 December 2023

The Feynman–Kac formula establishes a link between parabolic partial differential equations and stochastic processes in the context of the Schrödinger equation in quantum mechanics. Specifically, the formula provides a solution to the part...

  • Review
  • Open Access
2,065 Views
38 Pages

30 December 2023

This is a noticeably short biography and introductory paper on multiplier Hopf algebras. It delves into questions regarding the significance of this abstract construction and the motivation behind its creation. It also concerns quantum linear groups,...

  • Feature Paper
  • Article
  • Open Access
2 Citations
1,375 Views
11 Pages

30 December 2023

The convergence theorems play an important role in the theory of probability and statistics and in its application. In recent times, we studied three types of convergence of intuitionistic fuzzy observables, i.e., convergence in distribution, converg...

  • Article
  • Open Access
2 Citations
2,426 Views
52 Pages

A Group Theoretic Approach to Cyclic Cubic Fields

  • Siham Aouissi and
  • Daniel C. Mayer

29 December 2023

Let (kμ)μ=14 be a quartet of cyclic cubic number fields sharing a common conductor c=pqr divisible by exactly three prime(power)s, p,q,r. For those components of the quartet whose 3-class group Cl3(kμ)(Z/3Z)2 is elementary bicyclic, t...

  • Article
  • Open Access
1,562 Views
12 Pages

29 December 2023

We demonstrate a basic technique for simplifying time-periodic competition models, which is based on the utilization of periodic delta functions as population growth rates. We show that the Poincare mapping splits into a sequence of one-dimensional m...

  • Article
  • Open Access
7 Citations
3,084 Views
19 Pages

29 December 2023

Vehicle detection is crucial for traffic surveillance and assisted driving. To overcome the loss of efficiency, accuracy, and stability in low-light conditions, we propose a lightweight “You Only Look Once” (YOLO) detection model. A polar...

  • Article
  • Open Access
11 Citations
1,761 Views
23 Pages

Periodic Behaviour of HIV Dynamics with Three Infection Routes

  • Miled El Hajji and
  • Rahmah Mohammed Alnjrani

29 December 2023

In this study, we consider a system of nonlinear differential equations modeling the human immunodeficiency virus type-1 (HIV-1) in a variable environment. Infected cells were subdivided into two compartments describing both latently and productively...

  • Article
  • Open Access
1 Citations
1,812 Views
16 Pages

29 December 2023

In the context of the burgeoning cloud-edge collaboration paradigm, powered by advancements in the Internet of Things (IoT), cloud computing, and 5G technology, this paper proposes a task orchestrating strategy for cloud-edge collaborative environmen...

  • Article
  • Open Access
1,590 Views
16 Pages

Fixed Point Results for Hybrid Rational Contractions under a New Compatible Condition with an Application

  • Xiaolan Liu,
  • Mi Zhou,
  • Arslan Hojat Ansari,
  • Naeem Saleem and
  • Mukesh Kumar Jain

29 December 2023

In this scholarly discourse, we present proof of the existence of unique fixed points in b-metric spaces for hybrid rational contractions. Moreover, we establish a common fixed point theorem for four self-mappings, assuming S-compatibility for two pa...

  • Article
  • Open Access
3 Citations
1,992 Views
14 Pages

First-Order Sparse TSK Nonstationary Fuzzy Neural Network Based on the Mean Shift Algorithm and the Group Lasso Regularization

  • Bingjie Zhang,
  • Jian Wang,
  • Xiaoling Gong,
  • Zhanglei Shi,
  • Chao Zhang,
  • Kai Zhang,
  • El-Sayed M. El-Alfy and
  • Sergey V. Ablameyko

29 December 2023

Nonstationary fuzzy inference systems (NFIS) are able to tackle uncertainties and avoid the difficulty of type-reduction operation. Combining NFIS and neural network, a first-order sparse TSK nonstationary fuzzy neural network (SNFNN-1) is proposed i...

  • Article
  • Open Access
3 Citations
2,259 Views
20 Pages

29 December 2023

Disability management in information systems refers to the process of ensuring that digital technologies and applications are designed to be accessible and usable by individuals with disabilities. Traditional methods face several challenges such as p...

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Mathematics - ISSN 2227-7390